+1,049.8%
MDB vs TCOM
-22.3%
+1,072.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -17.4% | -9.5% | -7.9% | -14.5% |
| 30D | -2.0% | -10.7% | +8.7% | +1.8% |
| 3M | -3.0% | -14.6% | +11.6% | +1.9% |
| 6M | +48.7% | -19.3% | +68.0% | +59.0% |
| YTD | -12.1% | -42.9% | +30.8% | +5.6% |
| 1Y | +14.5% | -43.8% | +58.3% | +38.1% |
| 3Y | -6.1% | +2.1% | -8.2% | -13.4% |
| 5Y | -27.3% | +31.2% | -58.5% | -44.1% |
| All | +1,049.8% | -22.3% | +1,072.1% | +847.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling